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The Evolution of Market Efficiency: 103 Years Daily Data of the Dow · Study

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ArticleThe Evolution of Market Efficiency: 103 Years Daily Data of the Dow

Anthony Yanxiang Gu2002

Article2002

The Evolution of Market Efficiency: 103 Years Daily Data of the Dow

Anthony Yanxiang Gu · Joseph E. Finnerty

50 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1965The Behavior of Stock-Market Prices 1991Efficient Capital Markets: II 1987Expected stock returns and volatility 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988A Capital Asset Pricing Model with Time-Varying Covariances 1988Permanent and Temporary Components of Stock Prices

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Year2002

Typearticle

Published2002-05-01

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1015300817043

openalex_workW1552091276

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